Training experience: a set of labeled examples of the form
\[\langle x_1,\,x_2,\,\dots x_p,y\rangle,\]
where \(x_j\) are feature values and \(y\) is the output
- Task: Given a new \(x_1,\,x_2,\,\dots x_p\), predict \(y\)
What to learn: A function \(f:\mathcal{X}_1 \times \mathcal{X}_2 \times \cdots \times \mathcal{X}_p \rightarrow \mathcal{Y}\), which maps the features into the output domain
- Goal: Make accurate future predictions (on unseen data)
- Plan: Learn to make accurate predictions on the training data